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VOO vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOO and VUG is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

VOO vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VOO:

0.67

VUG:

0.73

Sortino Ratio

VOO:

1.19

VUG:

1.28

Omega Ratio

VOO:

1.17

VUG:

1.18

Calmar Ratio

VOO:

0.80

VUG:

0.91

Martin Ratio

VOO:

3.05

VUG:

3.07

Ulcer Index

VOO:

4.88%

VUG:

6.75%

Daily Std Dev

VOO:

19.40%

VUG:

25.20%

Max Drawdown

VOO:

-33.99%

VUG:

-50.68%

Current Drawdown

VOO:

-3.38%

VUG:

-3.27%

Returns By Period

In the year-to-date period, VOO achieves a 1.08% return, which is significantly higher than VUG's 0.78% return. Over the past 10 years, VOO has underperformed VUG with an annualized return of 12.77%, while VUG has yielded a comparatively higher 15.22% annualized return.


VOO

YTD

1.08%

1M

9.85%

6M

0.15%

1Y

12.97%

5Y*

17.43%

10Y*

12.77%

VUG

YTD

0.78%

1M

14.03%

6M

1.98%

1Y

18.15%

5Y*

18.45%

10Y*

15.22%

*Annualized

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VOO vs. VUG - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is lower than VUG's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VOO vs. VUG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7373
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 7575
Overall Rank
The Sharpe Ratio Rank of VUG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VOO vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Vanguard Growth ETF (VUG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current VOO Sharpe Ratio is 0.67, which is comparable to the VUG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VOO and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VOO vs. VUG - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.28%, more than VUG's 0.47% yield.


TTM20242023202220212020201920182017201620152014
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
VUG
Vanguard Growth ETF
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

VOO vs. VUG - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VOO and VUG. For additional features, visit the drawdowns tool.


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Volatility

VOO vs. VUG - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 6.16%, while Vanguard Growth ETF (VUG) has a volatility of 7.89%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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